I came across this which answers my question:

http://gadflyjl.org/guide_annotation.html

On Wednesday, December 10, 2014 at 8:05:02 AM UTC+11, Sheehan Olver wrote:
>
>
> I want to add, say, a triangle or circle to a Gadfly plot.  The following 
> works
>
> compose(render(plot(x=1:10,y=1:10)),circle(0.5,0.5,0.1))
>
> But I want the circle to use the same coordinate system as the plot.  Any 
> advice?
>
>
>

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